[R] Prediction interval with GAM?

From: yosuke kimura <yosukesabai_at_gmail.com>
Date: Tue, 19 Apr 2011 04:04:33 -0500


Hello,

Is it possible to estimate prediction interval using GAM? I looked through ?gam, ?predict.gam etc and the mgcv.pdf Simon Wood. I found it can calculate confidence interval but not clear if I can get it to calculate prediction interval. I read "Inference for GAMs is difficult and somewhat contentious." in Kuhnert and Venable An Introduction to R, and wondering why and if that is the reason that current version of mgcv does not provide prediction interval.

I am thinking about GAM because ggplot2 uses it to fit the data and it looks working well. There are many other models and wondering what is can be a good model to gives prediction interval. I am trying to estimate perimeter of buildings from projected area of buildings. I have both measurement for some of data but I know only area for the rest.

Thank you for your help,

Yosuke

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